+1,149.5%
WULF vs ALB
-14.4%
+1,164.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.5% |
| 7D | +11.0% | -5.8% | +16.8% | +14.3% |
| 30D | +9.4% | -4.5% | +13.9% | +11.5% |
| 3M | -22.6% | -28.1% | +5.5% | -9.9% |
| 6M | -45.4% | -53.2% | +7.8% | -21.2% |
| YTD | +9.8% | -33.3% | +43.2% | +28.2% |
| 1Y | +8.0% | -17.4% | +25.5% | +12.2% |
| 3Y | +1,149.5% | -14.1% | +1,163.6% | +994.8% |
| All | +1,149.5% | -14.4% | +1,164.0% | +994.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling